+192.6%
DKS vs FHN
+129.4%
+63.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -4.7% | -0.8% | -3.9% | -4.4% |
| 30D | -35.1% | -2.6% | -32.4% | -34.3% |
| 3M | -37.7% | +0.8% | -38.6% | -37.9% |
| 6M | -30.7% | +9.2% | -40.0% | -33.2% |
| YTD | -31.9% | +5.1% | -37.0% | -33.4% |
| 1Y | -40.0% | +12.2% | -52.2% | -43.2% |
| 3Y | +28.4% | +132.4% | -104.0% | -11.3% |
| 5Y | +12.4% | +91.1% | -78.7% | -24.5% |
| All | +192.6% | +129.4% | +63.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling